V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:155.07% (-11.26%)
Analysis last updated: Friday, October 4, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.69 | |
| 0.2190 | 16.92 | |
| 0.8078 | 127.12 | |
| -0.1569 | -8.76 |
Estimation Period:
Jan 2, 2008 to Sep 27, 2024
Jan 2, 2008 to Sep 27, 2024
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